Training network with 4 GPUs performance is not exactly 4 times over one GPU why?
Your dataset class probably have a lot of preprocessing code. You should use a dataloader. It will prefetch data from the dataset when the GPU is processing. Also, you can process all the data beforehand and save to a file. Multiple GPU cannot scale as the GPU have to get all data to one GPU to calculate the loss. The performance of 4 GPU is around 3.5x. A large batch size also would help as each GPU will have 1/4 the batch size. a batch size of 64-128 is good for 4 GPU. See the following example code fro CIFAR-10 for multi gpu code. It have dataloaders and dataparallel. 

import os
import time
import datetime

import torch
import torch.nn as nn
import torch.optim as optim
from torch.optim import lr_scheduler
import torch.backends.cudnn as cudnn

import torchvision
import torchvision.transforms as transforms
from torchvision.datasets import CIFAR10
from torch.utils.data import DataLoader

from model import pyramidnet
import argparse
from tensorboardX import SummaryWriter


parser = argparse.ArgumentParser(description='cifar10 classification models')
parser.add_argument('--lr', default=0.1, help='')
parser.add_argument('--resume', default=None, help='')
parser.add_argument('--batch_size', type=int, default=768, help='')
parser.add_argument('--num_worker', type=int, default=4, help='')
parser.add_argument("--gpu_devices", type=int, nargs='+', default=None, help="")
args = parser.parse_args()

gpu_devices = ','.join([str(id) for id in args.gpu_devices])
os.environ["CUDA_VISIBLE_DEVICES"] = gpu_devices


def main():
    best_acc = 0

    device = 'cuda' if torch.cuda.is_available() else 'cpu'

    print('==&gt; Preparing data..')
    transforms_train = transforms.Compose([
        transforms.RandomCrop(32, padding=4),
        transforms.RandomHorizontalFlip(),
        transforms.ToTensor(),
        transforms.Normalize((0.4914, 0.4822, 0.4465), (0.2023, 0.1994, 0.2010))])

    dataset_train = CIFAR10(root='../data', train=True, download=True, 
                            transform=transforms_train)

    train_loader = DataLoader(dataset_train, batch_size=args.batch_size, 
                              shuffle=True, num_workers=args.num_worker)

    # there are 10 classes so the dataset name is cifar-10
    classes = ('plane', 'car', 'bird', 'cat', 'deer', 
               'dog', 'frog', 'horse', 'ship', 'truck')

    print('==&gt; Making model..')

    net = pyramidnet()
    net = nn.DataParallel(net)
    net = net.to(device)
    num_params = sum(p.numel() for p in net.parameters() if p.requires_grad)
    print('The number of parameters of model is', num_params)

    criterion = nn.CrossEntropyLoss()
    optimizer = optim.Adam(net.parameters(), lr=args.lr)
    # optimizer = optim.SGD(net.parameters(), lr=args.lr, 
    #                       momentum=0.9, weight_decay=1e-4)

    train(net, criterion, optimizer, train_loader, device)


def train(net, criterion, optimizer, train_loader, device):
    net.train()

    train_loss = 0
    correct = 0
    total = 0

    epoch_start = time.time()
    for batch_idx, (inputs, targets) in enumerate(train_loader):
        start = time.time()

        inputs = inputs.to(device)
        targets = targets.to(device)
        outputs = net(inputs)
        loss = criterion(outputs, targets)

        optimizer.zero_grad()
        loss.backward()
        optimizer.step()

        train_loss += loss.item()
        _, predicted = outputs.max(1)
        total += targets.size(0)
        correct += predicted.eq(targets).sum().item()

        acc = 100 * correct / total

        batch_time = time.time() - start

        if batch_idx % 20 == 0:
            print('Epoch: [{}/{}]| loss: {:.3f} | acc: {:.3f} | batch time: {:.3f}s '.format(
                batch_idx, len(train_loader), train_loss/(batch_idx+1), acc, batch_time))

    elapse_time = time.time() - epoch_start
    elapse_time = datetime.timedelta(seconds=elapse_time)
    print("Training time {}".format(elapse_time))


if __name__=='__main__':
    main()


Source: https://github.com/dnddnjs/pytorch-multigpu/blob/master/data_parallel/train.py

Hope I can help you and have a nice day!